A mechanical, multi-edition 3x levered Nasdaq/tech strategy with RSI and trend filters. It uses UVXY/SQQQ hedges and equal-weighted long bets (TQQQ, TECL, SOXL, SPXL, UPRO, QLD) only when SPY is above its 200-day average; it avoids frequent rebalancing and aims for long-run upside with risk controls. High risk due to leverage.

- Start by checking if the market is in an uptrend (SPY price above its 200-day average). If not, the model largely stays out or reduces risk. - If uptrend is confirmed, it builds a pool of potential levered bets (TQQQ, TECL, SOXL, SPXL, UPRO, QLD) and hedges (UVXY, SQQQ). - For each candidate, it applies RSI signals (10-day) and simple price tests to decide whether to include it and how to weight it. Very high RSI on a long, like TQQQ, may trigger hedges with UVXY; very low RSI may favor the levered long bets; other branches use inverse hedges like SQQQ or roll in more tech exposure (TECL, SOXL) when momentum reflects strength. - When multiple assets are selected, they’re allocated equally (100/100 weight). - Rebalancing is disabled (none) to minimize turnover; signals determine entry/exit and exposure, not a timed cadence. - The collection includes several editions (Original, V2, V3.1, etc.), each tweaking thresholds and asset pools to adjust risk/return. - The overall aim is long-term upside capture in tech/Nasdaq during uptrends, with hedges engaged during risk spikes or overheating conditions.

Capture tech-led upside with a 3x levered Nasdaq strategy that activates in uptrends, uses RSI/trend rules, and hedges spikes with UVXY/SQQQ. OOS upside beats the S&P, with built-in risk controls, though drawdowns can be larger in downturns.